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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -103,274 7,928 -1.102101 -0.362694
1 equities 1170E1 VIX FUTURES -30,472 -5,880 1.166032 0.950649
2 equities 239742 RUSSELL E-MINI -16,939 11,568 1.106371 1.011943
3 equities 12460+ DJIA Consolidated 6,942 203 -0.073595 -0.652108
4 equities 209742 NASDAQ MINI 22,820 9,625 2.013260 2.464597
5 equities 240741 NIKKEI STOCK AVERAGE -1,853 538 0.628856 0.590536
6 rates 043602 UST 10Y NOTE -846,581 17,902 -1.507509 -2.066913
7 rates 044601 UST 5Y NOTE -1,652,262 88,523 -0.757553 -1.213075
8 rates 042601 UST 2Y NOTE -1,033,024 122,467 1.258157 0.230319
9 rates 020601 UST BOND -16,360 -9,007 0.352652 0.332401
10 rates 045601 FED FUNDS -186,665 -50,153 -1.076587 -0.990706
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 18,916 1,322 0.750161 1.319774
13 currencies 097741 JAPANESE YEN 26,414 3,644 1.555358 2.310825
14 currencies 099741 EURO FX 115,518 35,539 2.214312 2.503473
15 currencies 096742 BRITISH POUND 100,270 24,710 0.638381 1.116095
16 currencies 232741 AUSTRALIAN DOLLAR -16,984 20,269 0.600689 1.168035
17 currencies 090741 CANADIAN DOLLAR -111,188 53,751 0.836964 -0.219327
18 currencies 095741 MEXICAN PESO 32,473 -2,837 -1.242796 -1.787071
19 currencies 112741 NZ DOLLAR -8,316 5,453 -0.821288 -0.627325
20 currencies 092741 SWISS FRANC -26,094 802 1.228382 0.775826
21 commodities 133741 BITCOIN -354 78 0.603049 0.664822
22 commodities 06765T BRENT LAST DAY -24,046 -5,520 -1.055573 -0.398183
23 commodities 088691 GOLD 294,857 -4,927 1.622457 1.750841
24 commodities 085692 COPPER- #1 18,370 736 -1.167956 -0.879602
25 commodities 023651 NAT GAS NYME -92,820 -10,981 -0.159476 0.642360
26 commodities 111659 GASOLINE RBOB 22,458 3,857 -0.841130 -1.260528
27 commodities 022651 NY HARBOR ULSD 11,650 1,949 -0.581835 -0.216537
28 commodities 084691 SILVER 48,949 4,586 0.171557 0.188999
29 commodities 076651 PLATINUM 15,441 2,218 -0.393563 -0.022565
30 commodities 002602 CORN -149,702 28,429 0.586589 0.420573
31 commodities 005602 SOYBEANS -173,402 3,983 -0.648170 -0.669616
32 commodities 001602 WHEAT-SRW -40,549 -6,407 0.137944 0.187292
33 commodities 001612 WHEAT-HRW -23,190 3,843 0.009482 0.227463
34 commodities 057642 LIVE CATTLE 61,377 -3,334 -1.860221 -1.540030
35 commodities 054642 LEAN HOGS 35,511 16,880 1.254338 -0.395421
36 commodities 080732 SUGAR NO. 11 30,440 39,715 0.480086 -0.030897
37 commodities 033661 COTTON NO. 2 -33,894 5,203 -0.884145 -0.994845
38 commodities 083731 COFFEE C 67,114 2,951 0.274631 0.412904
39 commodities 073732 COCOA 23,282 2,119 1.024950 0.130790
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 3,838 483 0.138681 0.719680

Plotting plotly¶

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